Let $(A_i)_{i=1}^k$ be a collection of subsets of $\mathbb{R}$ with the property that $\mathbb{R}=\bigcup_{i=1}^k A_i$. Is it the case that for some $j$, there exists a subset $S\subseteq A_j$ which is almost an interval (in the sense that $S\cup N$ is an interval for some null set $N$)?
This is clearly false without the "almost". For example, if we take $k=2$, $A_1=\mathbb{Q}$, and $A_2=\mathbb{R}\setminus{Q}$, there are no intervals. However, the weaker statement I propose above certainly holds. Is it true in general?